Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
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References listed on IDEAS
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- Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
- Gunawan, David & Dang, Khue-Dung & Quiroz, Matias & Kohn, Robert & Tran, Minh-Ngoc, 2019. "Subsampling Sequential Monte Carlo for Static Bayesian Models," Working Paper Series 371, Sveriges Riksbank (Central Bank of Sweden).
More about this item
KeywordsBayesian inference; Markov Chain Monte Carlo; Bayesian variable selection; Survival Analysis; Mixture-of-experts;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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